Prediction for two processes and the Nehari problem

DOI10.1007/BF02647946zbMath0870.42002OpenAlexW4232323975WikidataQ126253236 ScholiaQ126253236MaRDI QIDQ675073

Henry J. Landau, Israel Gohberg

Publication date: 8 September 1997

Published in: The Journal of Fourier Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/59501

zbMATH Keywords

stationary stochastic processesprediction theorytrigonometric moment problemNehari moment problem

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Measures of information, entropy (94A17) Prediction theory (aspects of stochastic processes) (60G25) Trigonometric moment problems in one variable harmonic analysis (42A70)

Related Items (1)

On the trigonometric moment problem in two dimensions

Cites Work

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• On bounded bilinear forms
• A maximum entropy principle for contractive interpolants
• Orthogonal systems related to infinite Hankel matrices
• The Multiplication Theorem for Fredholm Operators
• Maximum entropy and the moment problem

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